PCA Index Dashboard Examples#
This script was last run at 2024-03-22 16:40:53.774553+00:00 (UTC)
In US/Central Time, this is 2024-03-22 11:40:53.774553-05:00
| High Yield Index OAS | 10Y-2Y Spread | VIX | CP - Treasury Spread, 3m | NASDAQ Ret (transformed) | 10-Year Treasury (transformed) | |
|---|---|---|---|---|---|---|
| DATE | ||||||
| 1997-01-02 | -0.897050 | -0.474845 | 0.086109 | -0.008619 | 0.545319 | 0.254531 |
| 1997-01-03 | -0.885341 | -0.474845 | -0.155694 | 0.006891 | 0.744902 | 0.205368 |
| 1997-01-06 | -0.881438 | -0.474845 | -0.064266 | -0.016374 | 0.777780 | 0.269317 |
| 1997-01-07 | -0.881438 | -0.454023 | -0.129228 | -0.047394 | 0.837407 | 0.382943 |
| 1997-01-08 | -0.893147 | -0.454023 | -0.022161 | -0.086169 | 0.785442 | 0.496177 |
| ... | ... | ... | ... | ... | ... | ... |
| 2024-03-15 | -0.858019 | -1.495106 | -0.723509 | 1.689736 | 0.831638 | 0.578849 |
| 2024-03-18 | -0.869728 | -1.474284 | -0.733133 | 1.650961 | 0.714347 | 0.682726 |
| 2024-03-19 | -0.881438 | -1.463873 | -0.794486 | 1.658716 | 0.738923 | 0.558629 |
| 2024-03-20 | -0.865825 | -1.401408 | -0.888320 | 1.720756 | 0.828093 | 0.465853 |
| 2024-03-21 | -0.900953 | -1.432641 | -0.902756 | 1.720756 | 0.836714 | 0.465853 |
7192 rows × 6 columns
pc1
DATE
1997-01-02 -0.577615
1997-01-03 -0.683751
1997-01-06 -0.666657
1997-01-07 -0.703025
1997-01-08 -0.672696
...
2024-03-15 -1.581537
2024-03-18 -1.564712
2024-03-19 -1.572419
2024-03-20 -1.596564
2024-03-21 -1.623794
Name: PC1, Length: 7192, dtype: float64
# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()
<Axes: xlabel='DATE'>
fig = px.line(pc1)
fig.show()